I haven't done musch with this, but I have done enough to feel confident of this answer:
In the toolbar there are several Data-oriented controls. Data adapters, data grids, etc.
In help, there are tutorials on how to connect to data.
Follow one of these tutorials, then adapt the results to your specific need (using SQL similar to what I posted before.
When you add the controls (etc.) to your project from the toolbar, the code to create them is added to your project in a collapsed region. Expand that region to see what
VB.NET did to implement your dragging and dropping.